+60.1%
VUG vs AS
+125.3%
-65.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.3% |
| 7D | +4.4% | -3.6% | +8.0% | +5.1% |
| 30D | -7.3% | +3.4% | -10.7% | -8.0% |
| 3M | -4.2% | -8.6% | +4.4% | -2.8% |
| 6M | -1.6% | -10.0% | +8.5% | -0.1% |
| YTD | +4.9% | -19.2% | +24.1% | +8.0% |
| 1Y | +3.8% | -3.8% | +7.6% | +3.3% |
| All | +60.1% | +125.3% | -65.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling